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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+2.05%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$42.2B
AUM Growth
+$894M
Cap. Flow
+$560M
Cap. Flow %
1.33%
Top 10 Hldgs %
11.48%
Holding
3,980
New
145
Increased
2,196
Reduced
1,457
Closed
138

Top Buys

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$198M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$80.4M
3
VZ icon
Verizon
VZ
+$40.3M
4
META icon
Meta Platforms (Facebook)
META
+$25.6M
5
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$21.9M

Top Sells

Rank Stock Value
1
IWD icon
iShares Russell 1000 Value ETF
IWD
+$201M
2
VGK icon
Vanguard FTSE Europe ETF
VGK
+$102M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$56.7M
4
LIFE
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
+$26.4M
5
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$24.4M

Sector Composition

Rank Sector Weight
1 Financials 14.34%
2 Technology 12.3%
3 Healthcare 11.78%
4 Industrials 9.65%
5 Energy 9.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
YDKN
3226
DELISTED
Yadkin Financial Corporation
YDKN
$212K ﹤0.01%
+9,889
New +$191K
FTF
3227
Franklin Limited Duration Income Trust
FTF
$232M
$211K ﹤0.01%
16,146
+633
+4% +$8.29K
BFAM icon
3228
Bright Horizons
BFAM
$4.1B
$210K ﹤0.01%
+5,357
New +$204K
NVEC icon
3229
NVE Corp
NVEC
$555M
$210K ﹤0.01%
3,674
+63
+2% +$3.61K
TNGO
3230
DELISTED
Tangoe, Inc.
TNGO
$210K ﹤0.01%
11,313
-2,462
-18% -$45.3K
CCG
3231
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
$210K ﹤0.01%
24,165
+3,135
+15% +$27.9K
BKYF
3232
DELISTED
BK KY FINL CORP
BKYF
$210K ﹤0.01%
+5,589
New +$200K
CWCO icon
3233
Consolidated Water Co
CWCO
$474M
$209K ﹤0.01%
15,864
-5,655
-26% -$73.4K
NKSH icon
3234
National Bankshares
NKSH
$253M
$209K ﹤0.01%
+5,724
New +$210K
WSR
3235
DELISTED
Whitestone REIT
WSR
$208K ﹤0.01%
14,372
-1,865
-11% -$26.1K
BODY
3236
DELISTED
BODY CENTRAL CORP COM STK
BODY
$208K ﹤0.01%
194,297
+133,947
+222% +$407K
SMI
3237
DELISTED
Semiconductor Manufacturing Intl
SMI
$208K ﹤0.01%
54,922
+7,058
+15% +$30.8K
TUMI
3238
DELISTED
TUMI HLDGS INC COM
TUMI
$207K ﹤0.01%
+9,127
New +$196K
VHC icon
3239
VirnetX Holding Corp
VHC
$54.7M
$206K ﹤0.01%
728
-113
-13% -$39.4K
KSPN
3240
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
$206K ﹤0.01%
2,840
+11
+0.4% +$902
MNI
3241
DELISTED
The McClatchy Company Class A Common Stock
MNI
$206K ﹤0.01%
3,209
+318
+11% +$16.2K
WMC
3242
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$204K ﹤0.01%
1,305
-843
-39% -$132K
BSTG
3243
DELISTED
Biostage, Inc. Common Stock
BSTG
$204K ﹤0.01%
+22,500
New +$133K
PSMI
3244
DELISTED
PEREGRINE SEMICONDUCTOR CORP COM STK (DE)
PSMI
$204K ﹤0.01%
+33,694
New +$220K
QADA
3245
DELISTED
QAD Inc.
QADA
$204K ﹤0.01%
9,982
-515
-5% -$9.56K
GBNK
3246
DELISTED
Guaranty Bancorp
GBNK
$203K ﹤0.01%
14,234
-306
-2% -$4.18K
FRNK
3247
DELISTED
FRANKLIN FINL CORP VA COM STK (VA)
FRNK
$203K ﹤0.01%
10,389
+212
+2% +$4.12K
OLED icon
3248
Universal Display
OLED
$3.76B
$202K ﹤0.01%
+6,329
New +$210K
RMT
3249
Royce Micro-Cap Trust
RMT
$733M
$202K ﹤0.01%
+16,486
New +$204K
GEVA
3250
DELISTED
SYNAGEVA BIOPHARMA CORP COM STK (DE)
GEVA
$202K ﹤0.01%
+2,432
New +$225K
128 129
130
131 132

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q1 2014 Portfolio in Review

As of Q1 2014, Parametric Portfolio Associates held 3,980 positions worth $42.2B, up 2.2% from $41.3B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Parametric Portfolio Associates's Q1 2014 filing shows 145 new, 2,196 increased, 1,457 reduced and 138 closed positions. Its largest new stake was Knowles: 136,204 shares worth $4.3M. The largest sale was iShares Russell 1000 Value ETF, an estimated $201M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 14% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2014 buy was Knowles: 136,204 shares worth $4.3M.
  • Parametric Portfolio Associates added most to iShares Russell 1000 Growth ETF in Q1 2014, an estimated $198M increase.
  • Parametric Portfolio Associates's biggest Q1 2014 reduction was iShares Core S&P 500 ETF, cutting an estimated $56.7M.
  • Parametric Portfolio Associates fully exited iShares Russell 1000 Value ETF in Q1 2014, selling an estimated $201M.
  • Parametric Portfolio Associates's ten largest holdings make up 11% of its $42.2B portfolio in Q1 2014.
  • Parametric Portfolio Associates opened 145 new positions and closed 138 in Q1 2014.
  • Parametric Portfolio Associates's portfolio value rose 2.2% quarter-over-quarter to $42.2B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2014, filed 13 May 2014.